Senior Analytics Manager in Risk Capability

 Researching, developing and implementing models that will replace IBOR. This a very large, challenging undertaking that will require strong analytical and quantitative skills.

You must have:

• Post-graduate education (PhD or MSc) in a highly quantitative subject
• Strong product knowledge on rates, products (linear, flow, vanilla and options, exotics), knowledge of other asset classes is a plus (ie Inflation, FX, or Credit)
• Strong analytical and numerical skills, including practical knowledge of stochastic calculus, PDEs and Monte Carlo
• Strong practical experience in C++ or Python and appreciation of the architecture of quant libraries.

Major Responsibilities

      * Identify and implement code changes to support Libor cessation or other market and counterparty risk changes

     * Test and assess the impact of these changes

     * Work with traders, risk and other interested parties to explain the impacts of these changes

     * Management of related technology & operations impacts to business

Skills & Experience

* Minimum of 5 – 8 years relevant experience in a global banking or consulting environment

* Strong background of financial math

* Strong knowledge of C++ and python

* Financial markets product knowledge (Essential - FI/Rates/FX etc.)

* Understanding of LIBOR, Market Risk and Counterparty Risk